No. I wouldn't want to outlive everybody-- I couldn't live as a loner, and making new friends and connections means a never ending flow of people to briefly care for before they die like mayflies. That's the kind of pain I doubt you could adjust to. If it's the kind of immortal where things kill you but you just spring back (a la Claire in Heroes) I wouldn't want to risk getting stuck in a situation where it would be an endless cycle of alive-dying-dead-alive, such as if I was buried alive and had to continually die of suffocation.
If I were immortal without aging, that would be awful. The people you loved would be growing old around you as you stayed endlessly the same, and eventually you would catch the attention of a government agency and spend your life being experimented on.
If I were immortal with aging, that would be... Unspeakably awful.
I don't want to be the last living thing in existence as the universe suffers from heat-death. And what if you survived even beyond that?
It would barely be a life. You'd be driven insane after some amount of time, whether it be two hundred years or two millennia.
...yes, I have thought about this a lot, what's your point?